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Beta 1 Sharpe 1 Treynor 1 diversification 1 fetchcomponents 1 fetchportfolio 1 fetchyahoooptions 1 finance 1 financial data 1 implied volatility 1 multifactor capital asset pricing model 1 options 1 portfolio selection 1
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Financial portfolio selection using the multifactor capital asset pricing model and imported options data
Dicle, Mehmet F. - In: Stata Journal 13 (2013) 3, pp. 603-617
, fetchyahoooptions, is provided to download and parse equity options data from Yahoo! Finance webpages and, optionally, to calculate the …
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